A version of the Hörmander–Malliavin theorem in 2-smooth Banach spaces

DOI10.1142/S0219025714500040zbMath1291.60112arXiv1304.3688MaRDI QIDQ5414981

Evelina Shamarova

Publication date: 8 May 2014

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.3688

zbMATH Keywords

Malliavin calculusstochastic evolution equationHörmander-Malliavin theorem

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Irreducibility and strong Feller property for stochastic evolution equations in Banach spaces ⋮ Existence of densities for stochastic evolution equations driven by fractional Brownian motion

Cites Work

• A maximal inequality for stochastic convolutions in 2-smooth Banach spaces
• A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs
• Stochastic evolution equations in UMD Banach spaces
• A clark-ocone formula in UMD Banach spaces
• Stochastic calculus of variations for stochastic partial differential equations
• On the martingale problem for Banach space valued stochastic differential equations
• Martingales with values in uniformly convex spaces
• Stochastic partial differential equations in \(M\)-type 2 Banach spaces
• Stochastic integration in UMD Banach spaces
• Interest rate models: an infinite dimensional stochastic analysis perspective
• Hypoellipticity in infinite dimensions and an application in interest rate theory
• The Malliavin Calculus and Related Topics
• SMOOTH PROBABILITY MEASURES AND ASSOCIATED DIFFERENTIAL OPERATORS

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